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Related papers: Monte Carlo Bayesian Reinforcement Learning

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Despite the considerable potential of reinforcement learning (RL), robotic control tasks predominantly rely on imitation learning (IL) due to its better sample efficiency. However, it is costly to collect comprehensive expert demonstrations…

Machine Learning · Computer Science 2024-05-22 Hengyuan Hu , Suvir Mirchandani , Dorsa Sadigh

We consider a Bayesian approach to offline model-based inverse reinforcement learning (IRL). The proposed framework differs from existing offline model-based IRL approaches by performing simultaneous estimation of the expert's reward…

Machine Learning · Computer Science 2024-04-09 Ran Wei , Siliang Zeng , Chenliang Li , Alfredo Garcia , Anthony McDonald , Mingyi Hong

The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full…

Machine Learning · Computer Science 2012-03-19 Jonathan Sorg , Satinder Singh , Richard L. Lewis

This paper proposes tackling safety-critical stochastic Reinforcement Learning (RL) tasks with a sample-based, model-based approach. At the core of the method lies a Model Predictive Control (MPC) scheme that acts as function approximation,…

Systems and Control · Electrical Eng. & Systems 2025-07-30 Filippo Airaldi , Bart De Schutter , Azita Dabiri

This paper addresses the prediction stability, prediction accuracy and control capability of the current probabilistic model-based reinforcement learning (MBRL) built on neural networks. A novel approach dropout-based probabilistic…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Wenjun Huang , Yunduan Cui , Huiyun Li , Xinyu Wu

Real-Time Bidding (RTB) is an important mechanism in modern online advertising systems. Advertisers employ bidding strategies in RTB to optimize their advertising effects subject to various financial requirements, especially the…

Machine Learning · Computer Science 2022-07-19 Haozhe Wang , Chao Du , Panyan Fang , Shuo Yuan , Xuming He , Liang Wang , Bo Zheng

Preference-based Reinforcement Learning (PbRL) is a paradigm in which an RL agent learns to optimize a task using pair-wise preference-based feedback over trajectories, rather than explicit reward signals. While PbRL has demonstrated…

Machine Learning · Computer Science 2024-04-18 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

Systems and Control · Computer Science 2018-02-23 Sanket Kamthe , Marc Peter Deisenroth

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

Computation · Statistics 2016-02-12 Richard G. Everitt , Adam M. Johansen , Ellen Rowing , Melina Evdemon-Hogan

Complex mechanical systems such as vehicle powertrains are inherently subject to multiple nonlinearities and uncertainties arising from parametric variations. Modeling errors are therefore unavoidable, making the transfer of control systems…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Heisei Yonezawa , Ansei Yonezawa , Itsuro Kajiwara

In recent years, reinforcement learning has achieved many remarkable successes due to the growing adoption of deep learning techniques and the rapid growth in computing power. Nevertheless, it is well-known that flat reinforcement learning…

Artificial Intelligence · Computer Science 2024-10-30 Le Pham Tuyen , Ngo Anh Vien , Abu Layek , TaeChoong Chung

This paper proposes a synergy of amortised and particle-based methods for sampling from distributions defined by unnormalised density functions. We state a connection between sequential Monte Carlo (SMC) and neural sequential samplers…

Machine Learning · Computer Science 2025-10-14 Sanghyeok Choi , Sarthak Mittal , Víctor Elvira , Jinkyoo Park , Nikolay Malkin

Reinforcement learning (RL) has been demonstrated to have great potential in many applications of scientific discovery and design. Recent work includes, for example, the design of new structures and compositions of molecules for therapeutic…

Machine Learning · Computer Science 2020-04-17 Colin Bellinger , Rory Coles , Mark Crowley , Isaac Tamblyn

Reinforcement Learning from Verifiable Rewards (RLVR) suffers from exploration inefficiency, where models struggle to generate successful rollouts, resulting in minimal learning signal. This challenge is particularly severe for tasks that…

Machine Learning · Computer Science 2026-03-20 Saaket Agashe , Jayanth Srinivasa , Gaowen Liu , Ramana Kompella , Xin Eric Wang

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Machine Learning · Computer Science 2021-03-31 Behzad Haghgoo , Allan Zhou , Archit Sharma , Chelsea Finn

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

Model-based Deep Reinforcement Learning (RL) assumes the availability of a model of an environment's underlying transition dynamics. This model can be used to predict future effects of an agent's possible actions. When no such model is…

Machine Learning · Computer Science 2021-12-15 Andreas Sedlmeier , Michael Kölle , Robert Müller , Leo Baudrexel , Claudia Linnhoff-Popien

Model-based Reinforcement Learning (MBRL) holds promise for data-efficiency by planning with model-generated experience in addition to learning with experience from the environment. However, in complex or changing environments, models in…

Machine Learning · Computer Science 2022-05-24 Esra'a Saleh , John D. Martin , Anna Koop , Arash Pourzarabi , Michael Bowling